Go to steam website. Search wepage to download steam client. There you go.

Check what?
https://psteamproxy.yuanyoumao.com/about/

引用自 JoeHard：

Most of the Tutorials i Checked Had, go check proprietys and there will be somethin written dlc but i found none

There's a link "Install Steam" on top of the landing page. And every store page. And the community page. Quite literally every page on Steam got a link "Install Staem" on top. That link's also in every purchase confirmation email you get.

Do you really need a tutorial to find a link that's on top of every page?